
File "Congress_tweets.parquet" contains pseudo-data for the politicans' tweets. It includes the following columns: ['Date', 'usernameTweet', 'user_id', 'ID', 'text', 'permno', 'name', 'SYM_ROOT', 'tone']

File "Returns_around_tweets_1m_5m.parquet" contains pseudo-data for returns around the tweets. It includes the following columns: ['Date_tuit', 'ID', 'permno', 'Date_before', 'Date_after', 'price_before', 'price_after', 'price_spy_before', 'price_spy_after', 'ILLIQ', 'cum_return']

File CumulativeReturns_around_tweets_(minus)20m_to_90m.parquet contains the cumulative returns around each tweet. It contains the following columns ['Date', 'permno', 'ID', 'time_difference', 'datetime', 'price_norm']

File 'News_headlines.parquet' contains  news articles concerning the target companies. It includes the following columns ['date', 'title', 'SYM_ROOT', 'Sentiment_Dictionary_news']

File 'News_tweets.parquet' contains  Tweets from major news media outlets. It includes the following columns ['user_id', 'username', 'name', 'id', 'date', 'tweet', 'SYM_ROOT',  'Company_Name', 'Sentiment_Dictionary_newsTweets']

Files 'ForecastErrors_SAL.parquet' and  'ForecastErrors_EPS.parquet' contain the  analysts forecast errors for revenue and EPS. They contain the following columns ['permno', 'SYM_ROOT', 'date', 'FE_SAL'] and ['permno', 'SYM_ROOT', 'date', 'FE_EPS']

Files 'ForecastErrors_FIRM_SAL' and  'ForecastErrors_FIRM_EPS' contain the  management forecast errors for revenue and EPS. They contain the following columns ['permco', 'SYM_ROOT', 'date', 'FE_FIRM_SAL'] and ['permco', 'SYM_ROOT', 'date', 'FE_FIRM_SAL']

Files 'ForecastRevision_SAL.parquet' and  'ForecastRevision_EPS.parquet' contain the  analysts forecast revisions for revenue and EPS. They contain the following columns ['permno', 'oftic', 'fpedats', 'anndats_analyst', 'FR_SAL', 'anndats_actual', 'actual']  and ['permno', 'oftic', 'fpedats', 'anndats_analyst', 'FR_EPS', 'anndats_actual', 'actual']

File 'macro_controls.parquet' contains the macro news for the top-50 macro announcements. It contains the following columns ['Event', 'Ticker', 'Relevance', 'date', 'surprise_S']

File 'BloombergSentiment.parquet' contains the Bloomberg Sentiment measure. It contains the following columns ['date', 'ticker', 'permno', 'permco', 'BloombergSentiment']

File 'Tweets_all.parquet' contains all tweets. It contains the following columns ['Date', 'usernameTweet', 'ID', 'text', 'user_id']